+1,036.9%
GLW vs HCA
+1,635.7%
-598.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.8% |
| 7D | +14.0% | -2.8% | +16.8% | +15.0% |
| 30D | +0.4% | -2.7% | +3.1% | +1.0% |
| 3M | -11.3% | +11.5% | -22.8% | -15.9% |
| 6M | +35.1% | -24.3% | +59.4% | +45.1% |
| YTD | +90.5% | -13.6% | +104.1% | +96.2% |
| 1Y | +132.0% | -3.2% | +135.2% | +129.0% |
| 3Y | +463.3% | +50.4% | +412.9% | +366.9% |
| 5Y | +382.5% | +64.8% | +317.7% | +277.5% |
| 10Y | +837.6% | +456.5% | +381.1% | +392.1% |
| All | +1,036.9% | +1,635.7% | -598.8% | +298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling